+289.5%
ICE vs GDDY
+390.3%
-100.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.7% | +0.6% |
| 7D | -2.4% | -3.2% | +0.8% | -1.8% |
| 30D | +4.0% | +6.8% | -2.8% | +2.3% |
| 3M | +13.7% | +30.5% | -16.8% | +6.1% |
| 6M | +0.9% | +13.3% | -12.4% | -3.2% |
| YTD | -2.1% | -21.0% | +18.8% | +1.2% |
| 1Y | -9.5% | -34.0% | +24.5% | -2.6% |
| 3Y | +42.1% | +33.1% | +9.0% | +27.3% |
| 5Y | +41.4% | +30.3% | +11.1% | +25.4% |
| 10Y | +216.7% | +205.5% | +11.2% | +144.7% |
| All | +289.5% | +390.3% | -100.9% | +200.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling